Random Permanents [Reprint 2020 ed.] 9783112319208, 9783112307939

Table of contents :
Contents
Preface
Introduction
1. Permanents of matrices
2. Permanents in the series scheme
3. Permanents with increasing degrees
4. Normal approximation
5. Symmetric statistics
6. Mixed sampling permanents
7. Rate of convergence
8. Dependent variables
Bibliographical comments
Bibliography
Subject index

Citation preview

Random Permanents

Random Permanents Yu. V. Borovskikh Department of Applied Mathematics Transport University St. Petersburg, Russia

and V.S. Korolyuk Department of Probability Theory Institute of Mathematics Kiev, Ukraine

myspm Utrecht, The Netherlands, 1994

VSP BV P.O. Box 346 3700 AH Zeist The Netherlands

© VSP BV 1994 First published in 1994 ISBN 90-6764-184-7

All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without the prior permission of the copyright owner.

CIP-DATA KONINKLIJKE BIBLIOTHEEK, DEN HAAG Borovskikh, Yuri V. Random permanents / by Yuri V. Borovskikh and Vladimir S. Korolyuk. - Utrecht : VSP With index, ref. ISBN 90-6764-184-7 bound NUGI 811 Subject headings: matrix algebra

Printed in The Netherlands by Koninldijke Wöhrmann BV, Zutphen.

Contents

1

Preface

3

Introduction

5

P e r m a n e n t s of matrices

7

1.1 1.2 1.3 1.4 1.5

Definition and properties Laplace formula Decomposition formula Generating function Shift decomposition of permanents

7 8 10 12 16

2

P e r m a n e n t s in t h e series scheme 2.1 Poisson approximation scheme 2.2 Permanent counting measure 2.3 Permanent multiple counting measure 2.4 Permanent functionals 2.5 Permanent multiple functionals 2.6 Poisson number of columns 2.7 Stable approximation scheme

25 25 27 30 33 37 40 42

3

P e r m a n e n t s with increasing degrees 3.1 Permanents with shift 3.2 Functionals with shift 3.3 Permanent multiple functionals with shift 3.4 Stable approximation scheme

45 45 50 51 58

4

Normal approximation 4.1 Bernoulli scheme 4.2 Generating sampling function 4.3 Generating multiple function 4.4 Sampling permanents 4.5 Multiple sampling permanents 4.6 Permanents of sampling matrices with increasing degrees 4.7 Functional limit theorems

61 61 66 68 75 77

1

83 92

Contents

2

5

6

Symmetric statistics 5.1 Permanent random measures 5.2 Normal and Poisson approximation scheme 5.3 Composition method 5.4 Approximation scheme with increasing degrees 5.5 Stable approximation scheme

97 97 102 106 120 132

Mixed sampling permanents 6.1 Mixed sampling permanents with fixed degree 6.2 Mixture approximation with increasing degrees 6.3 Mixed multiple sampling matrix

135

7

R a t e of c o n v e r g e n c e 7.1 Rate of Poisson approximation 7.2 Rate of Gaussian approximation

155 155 157

8

D e p e n d e n t variables 8.1 Martingale permanent 8.2 Bootstrap-permanent

167 167 172

8.3

176

Order permanent

135 142 152

Bibliographical comments

178

Bibliography

182

Subject index

191

Preface The theory of permanents of matrices is an interesting and promising approach to matrix algebra. In probability theory, the permanents of matrices with random elements are widely considered. In particular, when the elements of matrices can be regarded as counting random measures, the permanents of these matrices can be used while constructing an integral representation of [/-statistics. It is now evident that permanents are a highly peculiar and astonishing resource of mathematical research. This can be explained mainly by the fact that permanents are constructed by the use of a symmetrization procedure. It is thus quite natural that the application of permanents to the theory of symmetric statistics proves to be very promising. Both in the theory of symmetric statistics and for [/-statistics in particular, the variety of limit theorems have not yet been structurally formed. At the same time, it is evident that the symmetrization property is principal. The determination of permanent random measures and the representation of symmetric statistics as functionals of symmetrization random measures with some deterministic kernels, make it possible to clarify the influence of the properties of a random measure upon the limiting results for symmetric statistics and also to study the influence of the characteristic structure of these kernels. This approach in the theory of symmetric statistics inspired the authors to investigate random permanents and their generating functions in detail. New limiting results for random permanents are basically obtained by employing the algebraic and analytical properties of the permanents of sampling matrices and their generating functions. This notion allows the clarification of different schemes in the asymptotic analysis of symmetric statistics as the size of a sample n tends to infinity. Furthermore, the multiplicity of samples m may be fixed or increasing together with size n. The asymptotic analysis of symmetric statistics can be realized in the series scheme by use of normal approximation schemes and in the Poisson approximation as well. It is worth noting that it is also possible to employ the infinitely-divisible approximation scheme. The authors intend to develop this scheme in future. Within the framework of this approach, the theory of U statistics is a particular case of the theory of random permanents. This is a consequence of the abovementioned fact that [/-statistics are functionals of permanent random measures with some symmetric deterministic kernels. The expansion of symmetric statistics over the orthogonal system of degenerate symmetric statistics is analogous to the expansion of stochastic multiple Ito-Wiener or Ito-Poisson functionals over Hermite or Charlier stochastic polynomials. There3

4

Preface

fore the permanent theory of symmetric statistics can be considered as a statistical image of chaotic processes. The research presented in this book was supported by the Fundamental Research Foundation of Sciences and Technology State Committee of Ukraine. We appreciate the work of O.Adamenko and E.Cherkashin who kindly prepared the text ready for publication using personal computers of the Kiev Institute of Mathematics.

Introduction T h e theory of permanents is a very interesting part of the matrix algebra.

The

permanent of a rectangular matrix A of m x n dimension ( m < n): A

[a,jj 1

=